+42.7%
MKSI vs FE
+6.1%
+36.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -10.7% | +1.7% | -12.4% | -10.3% |
| 30D | -30.5% | +8.1% | -38.6% | -29.7% |
| 3M | -39.2% | -1.3% | -37.9% | -39.0% |
| 6M | -33.0% | +2.9% | -35.9% | -32.6% |
| YTD | +22.3% | +8.6% | +13.8% | +18.5% |
| 1Y | +42.7% | +6.3% | +36.3% | +40.3% |
| All | +42.7% | +6.1% | +36.6% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling